← Back to Stock / ETF implied volatility screener

CACI - Caci International - Registered Shares - Class A
Implied Volatility Analysis

Implied Volatility:
29.0%
Put/Call-Ratio:
101.00

Caci International - Registered Shares - Class A has an Implied Volatility (IV) of 29.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CACI is 8 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for CACI is -1.19 standard deviations away from its 1 year mean.

Market Cap$6.62B
Next Earnings Date4/26/2023 (33d)
Implied Volatility (IV) 30d
29.01
Implied Volatility Rank (IVR) 1y
7.67
Implied Volatility Percentile (IVP) 1y
10.71
Historical Volatility (HV) 30d
20.95
IV / HV
1.38
Open Interest
2.71K
Option Volume
102.00
Put/Call Ratio (Volume)
101.00

Data was calculated after the 3/23/2023 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.